Failed to create a database with error CREATE FILE encountered operating system error 5

Hi all,
I did find any solution on internet so I am posting this question. I have just installed SQL Server 2008 on Windows Server 2008 on a clean machine. I am creating a database for the first time with a third party tool(which works on SQL Server 2005 and XP).

I failed to create a database with this message :"SQL server message 5123 : CREATE FILE encountered operating system error 5(failed to retrieve text for this error. Reason: 15105) while attempting to open or create the physical file".

What could be the issue ?

Thanks